上证50ETF期权隐含尾部风险信息对未来收益的预测研究

于孝建, 廖至楠

A Study on the Prediction of Future Returns from Implied Tail Risk Information of SSE 50 ETF Options

YU Xiao-jian, LIAO Zhi-nan

华南理工大学学报(社科版) . 2023, (1): 51 -62 . DOI: 10.19366/j.cnki.1009-055X.2023.01.007